I think one skill comedians have is they can think very quickly, particularly if they are reacting on the spot to someone elses non-scripted remarks, e.g. Jon Stewart interviewing someone, and instantly coming up a hilarious response to an interviewees remarks. (I suppose some preparation is possible for the topic, but it is pretty spontaneous.)

Also, zany creative outside the box thinking is a mark of some comedians.

So at least some comedians and some intelligent people have in common being fast-thinking and/or creative.

On the other hand, I don't think it takes much intelligence for a stand-up comedian to deliver a prepared monologue of dirty jokes to a bunch of drunks.